Research Catalog

Recursive macroeconomic theory

Title
Recursive macroeconomic theory / Lars Ljungqvist, Thomas J. Sargent.
Author
Ljungqvist, Lars.
Publication
Cambridge, Mass. : MIT Press, ©2000.

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StatusFormatAccessCall NumberItem Location
Book/TextUse in library HB172.5 .L59 2000Off-site

Details

Additional Authors
Sargent, Thomas J.
Description
xxxiv, 701 pages : illustrations; 24 cm
Summary
An introduction to recursive methodology in dynamic macroeconomics, designed to get the reader working on practical problems.
Subject
  • Macroeconomics
  • Recursive functions
  • Statics and dynamics (Social sciences)
  • Macroeconomics
  • Recursive functions
  • Rekursive Funktion
  • Makroökonomie
  • Mathematische Methode
  • Macro-economie
  • Recursieve functies
  • Statistische methoden
Bibliography (note)
  • Includes bibliographical references (P. [666]-692) and indexes.
Contents
1. Time Series -- 2. Dynamic Programming -- 3. Practical Dynamic Programming -- 4. Linear Quadratic Dynamic Programming -- 5. Search, Matching, and Unemployment -- 6. Recursive (Partial) Equilibrium -- 7. Competitive Equilibrium with Complete Markets -- 8. Overlapping Generations Models -- 9. Ricardian Equivalence -- 10. Asset Pricing -- 11. Economic Growth -- 12. Optimal Taxation with Commitment -- 13. Self-Insurance -- 14. Incomplete Markets Models -- 15. Optimal Social Insurance -- 16. Credible Government Policies -- 17. Fiscal-Monetary Theories of Inflation -- 18. Credit and Currency -- 19. Equilibrium Search and Matching -- 20. Appendix on Functional Analysis -- 21. Appendix on Control and Filtering -- Matlab Programs Index.
ISBN
  • 0262194511
  • 9780262194518
LCCN
  • 00056067
  • 9780262194518
OCLC
  • ocm44427116
  • 44427116
  • SCSB-1132611
Owning Institutions
Princeton University Library